A cloud is a group of spheres
At first a cloud looks like a shapeless blob. Look closer and it's just a few spheres next to each other, like the explosion fireball. Once you see that, you know how to draw the outline, where to shade and where to put the light.
The second thing to know is where the light comes from. Here it comes from the top, a bit from the left. So every sphere is shaded on its bottom right and lit on its top left.
Step 1: Outline
Start with a flat line along the bottom, about seven pixels, then go up and around: a hump, a dip, a bigger hump, and back down to close the shape. Mine ended up looking a bit like a camel. That's fine, we're after the spheres.
Step 2: Color
The whole cloud uses just three colors: a mid-tone, a darker one for shading and a lighter one for highlights. Fill the shape with the mid-tone and recolor the outline the same way. We know the size and the shape now.
Step 3: Shading
Take the darker blue and follow the round shape of each sphere on its bottom right side. Short curved lines, one per sphere. That's what gives the cloud its depth.
A handy trick: select the cloud with the magic wand before you shade. Then you can't paint outside it, however fast you go.
Step 4: Highlights
Now a few lines of the lightest blue on the top left of the spheres. The color is so close to the mid-tone that it's almost invisible. But it's there, and small things like this are what separate pro work from amateur work. People may not notice the quality, but they will notice when it's missing.
In a scene
Need a second cloud? Copy the first one and flip it horizontally (Shift+H in Aseprite). It looks like a new cloud and takes seconds. Just draw each cloud on its own layer. I once drew a cloud right on the background layer, and when I copied it, a piece of sky came along and covered the first cloud. Always give sprites their own layer.